OptionPricing
Option Pricing with Efficient Simulation Algorithms
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
- Version0.1.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release09/16/2023
Documentation
Team
Wolfgang Hormann
Kemal Dingec
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